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From: "Mastaneh" <mtorkama@iupui.edu>
Newsgroups: comp.soft-sys.matlab
Subject: Re: chi-square two sample test
Date: Tue, 30 Dec 2008 20:56:02 +0000 (UTC)
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Peter Perkins <Peter.PerkinsRemoveThis@mathworks.com> wrote in message 
> 
> I don't know what to tell you.  Your description of your context is exactly what 
> a one-sample chi-squared test is for.  I don't know why you would want to 
> artificially introduce another sample.
> 
> How your distribution is defined makes no difference at all.  You are fitting a 
> distribution to data by estimating its parameters.  If you can compute 
> cumulative probabilities from that fitted distribution, then that's all you need 
> to use chi2gof.  If your problem is that you can't compute cumulative 
> probabilites, then I wonder how useful your model will actually be from a 
> predictive point of view.

Hi,
I'm solving a problem regarding finding the chi-square goodness of fit, and I was wondering if I was making the same mistake. 
I have a data sample which is autoscaled (normalized) up to the 2nd order. First, I find a fit for the data using normfit and normpdf functions. Next, I use the first 4 moments of the sample to find a Pearson estimation. Now, If I want to compare the goodness of fit for each methods, should I use the two-sample Chi-square test to compare the pdf funtions? I mean, once to compare the pdf of the autoscaled sample with that of the normpdf, and then pdf of the autoscaled sample with that of the Pearson-generated sample? 

Thanks,
Mastaneh